Distributed Continuous-Time Optimization with Time-Varying Objective Functions and Inequality Constraints
Abstract
This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with time-invariant objective functions and constraints, the optimal solution in this paper is time varying and forms a trajectory. To minimize the global time-varying objective function subject to time-varying local constraint functions using only local information and local interaction, we present a distributed control algorithm that consists of a sliding-mode part and a Hessian-based optimization part. The asymptotical convergence of the proposed algorithm to the optimal solution is studied under suitable assumptions. The effectiveness of the proposed scheme is demonstrated through a simulation example.
Cite
@article{arxiv.2009.02378,
title = {Distributed Continuous-Time Optimization with Time-Varying Objective Functions and Inequality Constraints},
author = {Shan Sun and Wei Ren},
journal= {arXiv preprint arXiv:2009.02378},
year = {2020}
}